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Exchange Rate Fluctuations and International Portfolio Rebalancing in Thailand1

Exchange Rate Fluctuations and International Portfolio Rebalancing in Thailand1 »

Source: Exchange Rate Fluctuations and International Portfolio Rebalancing in Thailand

Volume/Issue: 2012/214

Series: IMF Working Papers

Author(s): Jacob Gyntelberg , Subhanij Tientip , and Mico Loretan

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 August 2012

ISBN: 9781475505641

Keywords: Foreign exchange market, equity market, portfolio rebalancing, stock market, exchange rate, foreign exchange, financial institutions,

We present empirical evidence that the Thai baht's value is driven in part by investors' cross-border equity portfolio rebalancing decisions. Our results are based on comprehensive datasets of FX and stock market t...

Exchange Rate Fluctuations and International Portfolio Rebalancing in Thailand

Exchange Rate Fluctuations and International Portfolio Rebalancing in Thailand »

Volume/Issue: 2012/214

Series: IMF Working Papers

Author(s): Jacob Gyntelberg , Subhanij Tientip , and Mico Loretan

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 August 2012

DOI: http://dx.doi.org/10.5089/9781475505641.001

ISBN: 9781475505641

Keywords: Foreign exchange market, equity market, portfolio rebalancing, stock market, exchange rate, foreign exchange, financial institutions,

We present empirical evidence that the Thai baht's value is driven in part by investors' cross-border equity portfolio rebalancing decisions. Our results are based on comprehensive datasets of FX and stock market t...

Measures to Limit the offshore Use of Currencies
			: Pros and Cons

Measures to Limit the offshore Use of Currencies : Pros and Cons »

Volume/Issue: 2001/43

Series: IMF Working Papers

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 April 2001

DOI: http://dx.doi.org/10.5089/9781451846324.001

ISBN: 9781451846324

Keywords: Offshore currency trading, offshore markets, speculative attacks, exchange controls, capital controls, currency internationalization, foreign exchange, exchange rate, financial institutions, hedging

Several Asian emerging market economies have recently adopted measures to limit the offshore trading of their currencies. This paper provides a general overview of such measures and evaluates the experiences of sel...

Price Volatility and Financial Instability

Price Volatility and Financial Instability »

Volume/Issue: 2001/60

Series: IMF Working Papers

Author(s): Gene Leon , and Rupert Worrell

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 May 2001

DOI: http://dx.doi.org/10.5089/9781451848052.001

ISBN: 9781451848052

Keywords: volatility, financial instability, GARCH models, exchange rate, stock market, stock prices, stock price, Financial Markets and the Macroeconomy, Financial Institutions and Services: Government Policy and Regulation,

Statistical measures of the volatility of exchange rates, interest rates, and stock prices are estimated for a number of countries. Periods of high volatility are identified and compared with periods of financial d...

Measures to Limit the offshore Use of Currencies

Measures to Limit the offshore Use of Currencies »

Source: Measures to Limit the offshore Use of Currencies : Pros and Cons

Volume/Issue: 2001/43

Series: IMF Working Papers

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 April 2001

ISBN: 9781451846324

Keywords: Offshore currency trading, offshore markets, speculative attacks, exchange controls, capital controls, currency internationalization, foreign exchange, exchange rate, financial institutions, hedging

Several Asian emerging market economies have recently adopted measures to limit the offshore trading of their currencies. This paper provides a general overview of such measures and evaluates the experiences of sel...

Price Volatility and Financial Instability

Price Volatility and Financial Instability »

Source: Price Volatility and Financial Instability

Volume/Issue: 2001/60

Series: IMF Working Papers

Author(s): Gene Leon , and Rupert Worrell

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 May 2001

ISBN: 9781451848052

Keywords: volatility, financial instability, GARCH models, exchange rate, stock market, stock prices, stock price, Financial Markets and the Macroeconomy, Financial Institutions and Services: Government Policy and Regulation,

Statistical measures of the volatility of exchange rates, interest rates, and stock prices are estimated for a number of countries. Periods of high volatility are identified and compared with periods of financial d...